***Setmana 4, Classe 1: ** Repàs de regressió múltiple. Dades de paisos.sav *https://www.econ.upf.edu/~satorra/dades/PAISOS.SAV *Pregunta de interés, efecte de les calories sobre l'esperança de vida ¿ *Primer mirem la variable esperança de vida GRAPH /HISTOGRAM(NORMAL)=espvida . *observem una distribució bimodal, es la mitjana important en aquest cas ¿ GRAPH /SCATTERPLOT(BIVAR)=calories WITH espvida /MISSING=LISTWISE . *associació positiva *Cal controlar per altres variables *Diagrama de dispersió matricial GRAPH /SCATTERPLOT(MATRIX)=espvida pib calories habmetg /MISSING=LISTWISE . Gràfics com el del PIB mostren la necessitat de normalitzar GRAPH /HISTOGRAM(NORMAL)=pib . *Transformació de variables COMPUTE logpib = LG10(pib) . EXECUTE . COMPUTE loHmetge = LG10(habmetg) . EXECUTE . GRAPH /SCATTERPLOT(MATRIX)=espvida calories logpib lohmetge /MISSING=LISTWISE . Regressio simple REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER calories /PARTIALPLOT ALL /SCATTERPLOT=(*ZRESID ,*ZPRED ) /RESIDUALS HIST(ZRESID) NORM(ZRESID) . *alta significació de calories REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER logpib /PARTIALPLOT ALL /SCATTERPLOT=(*ZRESID ,*ZPRED ) /RESIDUALS HIST(ZRESID) NORM(ZRESID) . *alta significació de pib REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER logpib calories /PARTIALPLOT ALL /SCATTERPLOT=(*ZRESID ,*ZPRED ) /RESIDUALS HIST(ZRESID) NORM(ZRESID) . *significació de calories REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER logpib calories lohmetge /PARTIALPLOT ALL *no significació de la variable calories *Posem variables dummies de nivell de desenvolupament COMPUTE nivell1 = nivell = 1 . EXECUTE . COMPUTE nivell2 = nivell = 2 . EXECUTE . COMPUTE niv1cal = nivell1 * calories. EXECUTE . COMPUTE niv3cal = nivell3 * calories. EXECUTE . EXECUTE . COMPUTE nivell3 = nivell = 3 . EXECUTE . COMPUTE niv3cal = nivell3 * calories . EXECUTE . REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER logpib calories lohmetge nivell3 niv3cal /PARTIALPLOT ALL /SCATTERPLOT=(*ZRESID ,*ZPRED ) /RESIDUALS HIST(ZRESID) NORM(ZRESID) . *Finalment tenim una resposta sobre l'efecte de les calories que és matisada. *** En general, un exemple d'anàlisi de la covariancia es REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA CHANGE /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER logpib calories lohmetge /METHOD=ENTER nivell1 nivell2 nivell3 . *** Dummy variables (diferencia en espvida en els diferents continents) COMPUTE Africa = cont=2 . EXECUTE . COMPUTE Asia= cont=3 . EXECUTE . COMPUTE America = cont=4 . EXECUTE . COMPUTE Oceania = cont=5 . EXECUTE . ******* ANOVA REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA CHANGE /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER africa asia america oceania . ******** ANCOVA (regressio per blocks ) REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA CHANGE /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER logpib /METHOD=ENTER africa asia america oceania . COMPUTE Yeur = (37.8 + 0)+ 9.17*logpib . EXECUTE . COMPUTE Yafric = ( 37.8 + -8.877) + 9.17*logpib . EXECUTE . COMPUTE Yasia = ( 37.8 - .79) + 9.17*logpib . EXECUTE . COMPUTE Yame = (37.8 + 1.7) + 9.17*logpib . EXECUTE . COMPUTE Yame = (37.8 + 1.7) + 9.17*logpib . EXECUTE . COMPUTE Yoce = (37.8 + .55) + 9.17*logpib . EXECUTE . *** representacio grafica ancova GRAPH /SCATTERPLOT(OVERLAY)= logpib logpib logpib logpib WITH yeur yafric yasia yame (PAIR) /MISSING=LISTWISE . ********* ANCOVA amb efectes de interaccio COMPUTE AfrPIB= logpib*africa . EXECUTE . COMPUTE amerPIB= logpib*america. EXECUTE . REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA CHANGE /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER logpib /METHOD=ENTER africa asia america oceania /METHOD=ENTER amerPIB AfrPIB . COMPUTE Yeur = (41.534 + 0)+ 8.255*logpib . EXECUTE . COMPUTE Yafric = ( 41.534 -23.539) + (8.255 + 4.99 )*logpib . EXECUTE . COMPUTE Yasia = ( 41.534 - 1.3) + (8.255 )*logpib . EXECUTE . COMPUTE Yame = (41.534 + 5.98) + (8.255 - 1.46 )*logpib . EXECUTE . COMPUTE Yoce = (41.534 -.12) + (8.255 )*logpib . EXECUTE . *** representacio grafica ancova amb interaccio GRAPH /SCATTERPLOT(OVERLAY)= logpib logpib logpib logpib logpib WITH yeur yafric yasia yame yoce (PAIR) /MISSING=LISTWISE . REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS R ANOVA /CRITERIA=PIN(.05) POUT(.10) /NOORIGIN /DEPENDENT espvida /METHOD=ENTER logpib /METHOD=ENTER asia america oceania africa /METHOD=ENTER afrpib amerpib /SAVE COOK LEVER RESID SRESID . COMPUTE e2 = res_1*res_1 . EXECUTE . GRAPH /SCATTERPLOT(BIVAR)=coo_1 WITH e2 /MISSING=LISTWISE . GRAPH /SCATTERPLOT(BIVAR)=coo_1 WITH sre_1 /MISSING=LISTWISE . GRAPH /SCATTERPLOT(BIVAR)=coo_1 WITH sre_1 /MISSING=LISTWISE . GRAPH /SCATTERPLOT(BIVAR)=coo_1 WITH sre_1 /MISSING=LISTWISE .